First, it's rude. The owner of the second website has to deal with the burden of hosting traffic on your site and gets nothing in return. In this case, the blog kept downloading an image from siliconpr0n.org, effectively DoSing the website and taking it offline. Horrible. Hopefully tomorrow everything is back to normal and the owner of siliconpr0n.org isn't stuck with a massive bill from his host.
Second, there's no guarantee the image will stay online. Maybe the directory structure on the site will get reorganized or something. Maybe the website will go offline for good, only to get picked up by a domain squatter. Maybe the owner of the website will decide to change the direct-linked image to something else you weren't expecting. You have no idea.